Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 4,786,182 : : Positions : :1,816,391 992,012 265,315 1,437,675 601,958 483,961 149,522 1,191,899 71,660 71,724 315,128 : : : : Changes from: July 12, 2011 : : 48,964 38,497 -19,096 45,818 30,144 -7,509 26,679 9,408 30,567 -57,712 35,917 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 20.7 5.5 30.0 12.6 10.1 3.1 24.9 1.5 1.5 6.6 : : : : Number of Traders in Each Category Total Traders: 232 : : 107 103 14 25 33 27 10 34 20 22 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 368,356 : : Positions : : 231,350 233,011 35,759 37,849 54,759 11,961 16,975 18,734 237 1,350 2,021 : : : : Changes from: July 12, 2011 : : 1,155 -7,615 -5,099 7,880 -750 -4,192 -9,035 2,717 -372 -423 367 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 63.3 9.7 10.3 14.9 3.2 4.6 5.1 0.1 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 63 : : 31 31 4 10 10 6 4 9 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 188,902 : : Positions : : 146,769 125,768 9,452 36,080 14,476 6,468 4,529 4,376 3,115 0 217 : : : : Changes from: July 12, 2011 : : 11,944 9,459 -353 498 529 -1,279 1,185 877 365 0 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 66.6 5.0 19.1 7.7 3.4 2.4 2.3 1.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 28 4 8 11 4 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 317,418 : : Positions : : 221,426 93,981 57,621 164,068 24,470 0 15,979 10,331 0 2,834 244 : : : : Changes from: July 12, 2011 : : 2,162 1,221 612 -2,521 1,185 0 534 1,197 0 794 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 29.6 18.2 51.7 7.7 0.0 5.0 3.3 0.0 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 26 22 5 11 13 0 7 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 661,151 : : Positions : : 437,430 291,385 119,376 225,261 76,201 15 40,446 21,882 134 281 1,430 : : : : Changes from: July 12, 2011 : : -1,226 4,640 1,905 -997 -1,248 -9 -3,630 3,294 134 32 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 44.1 18.1 34.1 11.5 0.0 6.1 3.3 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 72 : : 38 29 10 12 19 . 7 7 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 197,327 : : Positions : : 146,513 109,567 31,947 62,902 2,085 6,401 11,197 4,423 0 0 0 : : : : Changes from: July 12, 2011 : : 10,340 3,622 -1,061 1,928 -892 -5,273 -1,105 73 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 55.5 16.2 31.9 1.1 3.2 5.7 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 20 4 5 . . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 318,353 : : Positions : : 236,229 152,411 22,110 77,157 29,059 3,623 33,928 18,348 0 0 0 : : : : Changes from: July 12, 2011 : : 6,890 3,701 -5,374 -1,248 4,229 -1,399 -2,861 331 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 47.9 6.9 24.2 9.1 1.1 10.7 5.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 28 26 6 13 12 . 4 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 151,545 : : Positions : : 107,203 49,739 2,415 54,234 21,124 9,948 15,848 5,682 0 2 520 : : : : Changes from: July 12, 2011 : : -3,234 207 372 -101 212 1,918 265 -400 -61 2 -216 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 32.8 1.6 35.8 13.9 6.6 10.5 3.7 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 18 23 . 14 10 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 980,563 : : Positions : : 58,807 119,955 244,541 46,220 80,286 125,452 214,348 297,805 13,413 103,715 75,044 : : : : Changes from: July 12, 2011 : : -5,579 4,198 -4,931 2,245 -12,123 3,611 -29,910 9,212 -12,976 12,540 8,175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.0 12.2 24.9 4.7 8.2 12.8 21.9 30.4 1.4 10.6 7.7 : : : : Number of Traders in Each Category Total Traders: 314 : : 42 40 24 14 31 69 61 85 39 44 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365D Open Interest is 41,637 : : Positions : : 17,399 19,608 9,646 13,438 4,781 0 0 0 0 0 0 : : : : Changes from: July 12, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 47.1 23.2 32.3 11.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365G Open Interest is 36,187 : : Positions : : 18,953 23,726 6,278 2,190 3,562 1,657 178 2,178 0 0 0 : : : : Changes from: July 12, 2011 : : 0 12 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 65.6 17.3 6.1 9.8 4.6 0.5 6.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 . . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 78,325 : : Positions : : 42,153 31,809 19,889 23,063 8,858 0 7,579 2,723 0 0 0 : : : : Changes from: July 12, 2011 : : 668 228 0 0 0 0 484 89 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 40.6 25.4 29.4 11.3 0.0 9.7 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 10 14 7 4 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 117,260 : : Positions : : 63,821 47,172 17,152 43,805 16,204 4,451 504 3,203 0 0 0 : : : : Changes from: July 12, 2011 : : 78 128 0 0 0 -16 -92 4 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 40.2 14.6 37.4 13.8 3.8 0.4 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 15 5 7 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,546,660 : : Positions : : 686,337 455,386 140,591 826,321 475,532 297,958 26,209 499,311 205,432 28,994 210,479 : : : : Changes from: July 12, 2011 : : -5,008 11,113 3,606 -12,730 11,671 2,433 -386 8,254 -973 1,854 -2,436 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.0 17.9 5.5 32.4 18.7 11.7 1.0 19.6 8.1 1.1 8.3 : : : : Number of Traders in Each Category Total Traders: 177 : : 75 67 12 19 28 27 9 30 20 9 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 1,000,392 : : Positions : : 159,154 153,202 236,064 287,726 286,394 98,362 66,485 75,504 47,132 32,821 93,448 : : : : Changes from: July 12, 2011 : : -1,556 -562 -2,432 3,831 3,997 14,079 4,645 -786 -2,517 507 7,964 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.9 15.3 23.6 28.8 28.6 9.8 6.6 7.5 4.7 3.3 9.3 : : : : Number of Traders in Each Category Total Traders: 99 : : 23 22 12 13 20 13 12 17 11 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 22,313 : : Positions : : 21,153 11,955 179 9,416 523 57 10 60 55 0 15 : : : : Changes from: July 12, 2011 : : 965 336 -270 367 54 0 0 0 55 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 53.6 0.8 42.2 2.3 0.3 0.0 0.3 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 31 23 . 9 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 13,480 : : Positions : : 11,460 5,966 584 6,589 430 558 0 60 208 105 30 : : : : Changes from: July 12, 2011 : : -25 -55 0 -90 0 -120 0 60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 44.3 4.3 48.9 3.2 4.1 0.0 0.4 1.5 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 17 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 8,204 : : Positions : : 5,408 5,400 1,906 1,867 480 0 0 0 0 0 0 : : : : Changes from: July 12, 2011 : : 185 230 57 102 -41 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 65.8 23.2 22.8 5.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 14 4 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 11,693 : : Positions : : 9,809 4,205 245 5,705 510 0 0 0 160 0 0 : : : : Changes from: July 12, 2011 : : -13 -48 0 45 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 36.0 2.1 48.8 4.4 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . 6 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 22, 2011